Articles

LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES

  • Hu Yijun ,
  • Ming Ruixing ,
  • Yang Wenquan
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  • School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China

Received date: 2003-12-15

  Revised date: 2005-06-15

  Online published: 2007-10-20

Abstract

M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large
deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given.

Cite this article

Hu Yijun , Ming Ruixing , Yang Wenquan . LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES[J]. Acta mathematica scientia, Series B, 2007 , 27(4) : 886 -896 . DOI: 10.1016/S0252-9602(07)60086-1

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